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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Greenlight Reinsurance (GLRE) - NASDAQ Next Earnings Date: Estimated on March 10, 2026
OS Projected Window: March 9, 2026 to March 14, 2026
EVR: 1.8
Avg Daily Volume: 127,839    Market Cap: 443.5M
Sector: Financial    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 32 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 3, 2025 AC 1.9 $12.19 @$12.50 $0.68
($12.19)
5.44% -5.16% I -1.96% I $11.95 $1.20
( $11.95 )
76.47%
Aug. 4, 2025 AC 2.0 $12.83 @$12.50 $1.32
($12.83)
10.56% 2.72% I 1.48% I $13.02 $1.20
( $13.02 )
-9.09%
May 7, 2025 AC 2.2 $13.44 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 10, 2025 AC 2.2 $13.70 @$12.50
May 8, 2024 AC 2.2 $12.74 @$12.50
March 5, 2024 AC 2.3 $11.96 @$12.50
Nov. 8, 2023 AC 2.2 $10.86 @$10.00
Aug. 2, 2023 AC 2.3 $10.36 @$10.00
May 9, 2023 AC 2.1 $10.65 @$10.00
March 8, 2023 AC 2.3 $9.94 @$10.00

 
 
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